Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.625 0 99.620 99.630 99.610 197882
Eurodollar GEU5 Sep 2015 99.440 -0.005 99.430 99.450 99.420 170938
Eurodollar GEZ5 Dec 2015 99.230 0 99.210 99.230 99.195 248758
Eurodollar GEH6 Mar 2016 99.010 0 98.980 99.015 98.965 218365
Eurodollar GEM6 Jun 2016 98.790 0 98.755 98.795 98.740 193095
Eurodollar GEU6 Sep 2016 98.580 0 98.545 98.585 98.525 165728
Eurodollar GEZ6 Dec 2016 98.385 0 98.355 98.395 98.325 227087
Eurodollar GEH7 Mar 2017 98.230 0 98.195 98.235 98.170 167272
10-Year U.S. Treasury Note ZNH5 Mar 2015 128'135 0 128'075 128'155 128'005 299340
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 102'255 a 0 102'205 102'270 102'190 1672
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 107'305 a +0'025 107'180 107'310 107'155 1391
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.0975 a -0.0025 - 99.1025 99.0775 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.7450 a -0.0025 - 98.7475 98.7175 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.2800 b +0.0025 - 98.2825 98.2400 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.625 0 99.620 99.630 99.610 197882
Eurodollar GEU5 Sep 2015 99.440 -0.005 99.430 99.450 99.420 170938
Eurodollar GEZ5 Dec 2015 99.230 0 99.210 99.230 99.195 248758
Eurodollar GEH6 Mar 2016 99.010 0 98.980 99.015 98.965 218365
Eurodollar GEM6 Jun 2016 98.790 0 98.755 98.795 98.740 193095
Eurodollar GEU6 Sep 2016 98.580 0 98.545 98.585 98.525 165728
Eurodollar GEZ6 Dec 2016 98.385 0 98.355 98.395 98.325 227087
Eurodollar GEH7 Mar 2017 98.230 0 98.195 98.235 98.170 167272
30-Day Federal Funds ZQG5 Feb 2015 99.8875 0 99.8850 99.8875 99.8850 9705
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.0975 a -0.0025 - 99.1025 99.0775 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.7450 a -0.0025 - 98.7475 98.7175 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.2800 b +0.0025 - 98.2825 98.2400 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 169'12 b +0'06 168'05 169'12 167'21 33242
U.S. Treasury Bond ZBH5 Mar 2015 147'02 +0'01 146'21 147'08 146'07 109656
10-Year U.S. Treasury Note ZNH5 Mar 2015 128'135 0 128'075 128'155 128'005 299340
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'002 +0'005 119'275 120'015 119'237 241661
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'227 +0'002 109'210 109'227 109'200 134484
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'220 b +0'005 - 100'220 100'202 -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 102'255 a 0 102'205 102'270 102'190 1672
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 107'305 a +0'025 107'180 107'310 107'155 1391
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 122'08 b +0'11 121'12 122'11 120'25 193
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.795 b +0.010 - 100.795 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.